论文标题
有条件的经验配置过程和广义依赖措施
Conditional empirical copula processes and generalized dependence measures
论文作者
论文摘要
当调节事件的概率非零时，我们研究条件经验副库过程的弱收敛性。陈述了几个引导程序的有效性，包括可交换的引导程序。我们定义一般 - 可能有条件的 - 多元依赖度量及其估计器。通过应用我们的理论结果，我们证明了某些依赖度量的估计值的渐近正态性。
We study the weak convergence of conditional empirical copula processes, when the conditioning event has a nonzero probability. The validity of several bootstrap schemes is stated, including the exchangeable bootstrap. We define general - possibly conditional - multivariate dependence measures and their estimators. By applying our theoretical results, we prove the asymptotic normality of some estimators of such dependence measures.
